When you make a new topic you should see underneath the text field some boxes you can tick if you want to:
Post topic as: Normal Sticky Announcement
An announcment is pretty much the same as a sticky really, it still goes to the top of the lists of posts but just has a different icon...
see here for eg:
http://maljonicsdreams.com/phpbb2/forum-2.html
You can change any thread into a sticky/announcement by editing the first post and making the above choices and submitting again.
As for moving threads etc there's some little icons at the bottom of every thread (right under 'Watch this topic for replies') that tells you what they do if you put your mouse over them. Individual posts can be deleted in the top right corner of a posts, everyone has this same icon on their own posts by the way.
